+1,020.0%
AAOI vs F
+56.9%
+963.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +7.8% |
| 7D | +7.9% | +1.2% | +6.7% | +7.1% |
| 30D | -17.8% | +1.2% | -19.0% | -18.4% |
| 3M | -43.3% | -5.7% | -37.6% | -42.3% |
| 6M | +16.7% | +17.9% | -1.2% | +4.1% |
| YTD | +220.0% | +10.4% | +209.6% | +189.3% |
| 1Y | +372.1% | +25.3% | +346.7% | +299.9% |
| 3Y | +845.3% | +37.5% | +807.9% | +651.0% |
| 5Y | +1,333.8% | +46.5% | +1,287.3% | +964.5% |
| 10Y | +457.2% | +86.4% | +370.8% | +247.2% |
| All | +1,020.0% | +56.9% | +963.1% | +654.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling